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callmemike20
Nov 5, 2010, 08:12 PM
I need to learn to program in C++ for various financial pricing techniques. However, I've never programmed anything in my life. Anyone know of any good books for me?

If needed, I could also start by learning VBA because it would also help me greatly. It may be a good starting point, but I'm not sure.



pfjellman
Nov 5, 2010, 08:38 PM
are you planning to develop for Mac OS X? if so, you need to learn Objective-C and xCode. I would stay from VBA either way...

callmemike20
Nov 5, 2010, 08:54 PM
Wirelessly posted (Mozilla/5.0 (iPhone; U; CPU iPhone OS 4_1 like Mac OS X; en-us) AppleWebKit/532.9 (KHTML, like Gecko) Version/4.0.5 Mobile/8B117 Safari/6531.22.7)

Sorry, it's mainly going to be used for pricing financial derivatives. I just couldn't find the right forum to post it in

SatyMahajan
Nov 5, 2010, 11:06 PM
I need to learn to program in C++ for various financial pricing techniques. However, I've never programmed anything in my life. Anyone know of any good books for me?

If needed, I could also start by learning VBA because it would also help me greatly. It may be a good starting point, but I'm not sure.

http://www.amazon.com/Patterns-Derivatives-Pricing-Mathematics-Finance/dp/0521721628

callmemike20
Nov 6, 2010, 02:43 AM
http://www.amazon.com/Patterns-Derivatives-Pricing-Mathematics-Finance/dp/0521721628

I saw that book earlier. But, I wonder if it will confuse me even more because I doubt it starts out really basic. I would rather take my time and actually learn programming (at least the basics) than simply remembering code for certain tasks.

GorillaPaws
Nov 6, 2010, 12:54 PM
If you're the type that wants to ease into programming, Python might be a good choice. It's very clean, easy to read, included with every Mac, hides some of the nastier details from you, and has a lot of books available to learn from. There's also the free official tutorial (http://docs.python.org/tutorial/) which may get you started. One nice aspect of Python is that it's quite versitile and will let you write scripts which may come in handy down the road for streamlining your workflow on the Mac.

After you feel comfortable, you could move on to C++. Many people do learn C++ as their first language (although it's one of the more robust languages out there, which means it's incredibly powerful, but also more challenging).

mac2x
Nov 6, 2010, 01:00 PM
I have Brian Overland's C++ Without Fear. It is an excellent book for the beginner IMHO because it assumes zero prior experience, but doesn't insult your intelligence. It really helped me out when I was working on my own prior to the C course I'm in this semester.

It also has some humor interspersed...but it isn't ridiculous like the Complete Idiot's Guide to ______ series.

[edit] If you are interested in Python as a starting point, be sure to check out MIT 0600 Introduction to Computer Science and Programming at MIT OCW (http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-00-introduction-to-computer-science-and-programming-fall-2008/).

SatyMahajan
Nov 6, 2010, 01:49 PM
I saw that book earlier. But, I wonder if it will confuse me even more because I doubt it starts out really basic. I would rather take my time and actually learn programming (at least the basics) than simply remembering code for certain tasks.

If you're looking for a free book:

Bruce Eckel's Thinking in C++ books are free and great.
http://www.mindview.net/Books/TICPP/ThinkingInCPP2e.html

If you're looking for one of the best introductions to programming:
Stephen Prata's C++ Primer Plus is outstanding
http://www.amazon.com/Primer-Plus-5th-Stephen-Prata/dp/0672326973/ref=sr_1_3?ie=UTF8&qid=1289068989&sr=8-3

When you want to really get into C++, the book by the creator of C++, Bjarne Stroustrup:
http://www.amazon.com/C-Programming-Language-Special/dp/0201700735/ref=sr_1_4?s=books&ie=UTF8&qid=1289069053&sr=1-4

And when you want to dive deeper into the STL:
Josuttis' book
http://www.amazon.com/Standard-Library-Tutorial-Reference/dp/0201379260/ref=pd_sim_b_1

Great overall reference by one of the best, Herb Schildt:
http://www.amazon.com/C-Complete-Reference-Herbert-Schildt/dp/0072226803/ref=sr_1_2?s=books&ie=UTF8&qid=1289069193&sr=1-2


Start with Eckel's volume 1, I'm sure it will do you well. If you have a hard time, pick up Prata's book, which in my humble opinion is the best.

I'll leave you with this, as a programmer for over 20 years and a former CTO for a bleeding edge company, the only way you'll learn how to program is to do. Learning syntax, semantics, data structures, algorithms, and design patterns are no doubt important. But at the end nothing will teach you more than a good mistake.

Good luck!

Dr Kevorkian94
Nov 6, 2010, 05:53 PM
i asked the same question a month or so ago. the book "Absolute C++" by addison wesley is the best. it coasts like 100$ but it is truly great. and just as a note it helps alot to have some basic knowledge of programming. also if u know c it would help alot too.